WisdomTree International Multifactor Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.04% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0320 | -3.72 | |
| 0.1549 | 11.04 | |
| 0.9367 | 187.57 | |
| -0.1521 | -12.03 |
Estimation Period:
Aug 10, 2018 to Feb 6, 2026
Aug 10, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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